Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk. A solution to the market making problem 0 4 20 44 0 9 45 96
General Intensity Shapes in Optimal Liquidation 0 3 15 16 0 5 42 48
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 10 10 10 1 9 9 9
Optimal Portfolio Liquidation with Limit Orders 0 3 20 47 3 9 54 106
Optimal algorithmic trading and market microstructure 3 8 38 127 8 17 69 154
Optimal posting price of limit orders: learning by trading 1 5 24 35 2 8 55 106
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 5 28 0 2 9 43
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 79 0 0 6 136
Optimal starting times, stopping times and risk measures for algorithmic trading 0 3 36 36 0 5 44 44
Optimal starting times, stopping times and risk measures for algorithmic trading 1 3 30 30 1 11 59 59
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 4 9 36 1 5 22 88
Realtime market microstructure analysis: online Transaction Cost Analysis 1 9 9 9 1 6 6 6
Total Working Papers 8 53 217 497 17 86 420 895


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 3 10 65 4 20 65 198
Total Journal Articles 0 3 10 65 4 20 65 198


Statistics updated 2013-05-03